Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.1: Asset-Backed Commercial Paper (ABCP) Single-Seller

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11817.44 Day 51 No 1098.95 <7 Days S-5 12001.39 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40868.29 Day 51 Yes 313.77 31-90 Days S-6 36958.55 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11593.75 Day 51 Yes 432.63 91-180 Days S-7 11430.61 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14579.05 Day 52 Yes 727.75 31-90 Days A-0-Q 15869.97 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 31843.91 Day 52 No 1785.94 91-180 Days A-1-Q 34259.86 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33017.21 Day 52 Yes 537.94 31-90 Days A-2-Q 39134.23 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9855.18 Day 52 Yes 428.21 91-180 Days A-3-Q 8609.29 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19133.84 Day 52 No 799.82 7-30 Days A-4-Q 21943.29 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 37102.54 Day 52 No 425.93 31-90 Days A-5-Q 37578.57 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 17087.90 Day 52 Yes 1466.98 <7 Days CB-1-Q 19471.40 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 21103.71 Day 52 Yes 2054.68 31-90 Days CB-2-Q 17923.49 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11888.52 Day 52 No 1007.30 31-90 Days S-1-Q 10185.17 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35491.85 Day 52 Yes 1102.15 31-90 Days S-2-Q 30118.50 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14250.10 Day 52 No 1331.80 91-180 Days S-3-Q 12039.23 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39841.87 Day 52 Yes 2514.26 91-180 Days S-4-Q 46936.77 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 10964.53 Day 52 Yes 54.11 91-180 Days CB-3-Q 11832.59 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33406.16 Day 52 No 1276.50 91-180 Days G-1-Q 32390.71 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42429.46 Day 52 No 3968.14 7-30 Days G-2-Q 50204.72 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 25168.10 Day 52 No 850.11 7-30 Days G-3-Q 24378.92 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33914.93 Day 52 Yes 2107.91 31-90 Days S-5-Q 32595.12 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 13660.53 Day 52 Yes 623.73 31-90 Days S-6-Q 14458.09 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 22634.27 Day 52 Yes 1950.32 91-180 Days S-7-Q 21385.97 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 4131.70 Day 52 Yes 34.70 31-90 Days E-1-Q 4844.25 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39683.12 Day 52 No 2095.80 31-90 Days E-2-Q 40495.67 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 7288.50 Day 52 Yes 507.56 91-180 Days IG-1-Q 7293.65 Partial Yes Liberty Mortgage Services Corp. Capital Markets